How Do Eigenvalues of C Relate to Eigenvalues of C^T C?

Click For Summary
SUMMARY

The discussion focuses on the relationship between the eigenvalues of a matrix C and the eigenvalues of the matrix C^T C, particularly in the context of singular value decomposition (SVD). It establishes that for a 3x3 matrix C with eigenvalues 0, 1, and 2, the eigenvalues of C^T C can be derived from those of C. The singular values of a Hermitian positive semidefinite matrix are equal to its eigenvalues, reinforcing the connection between these concepts. The discussion also emphasizes the role of the orthonormalized eigenvectors in the SVD representation.

PREREQUISITES
  • Understanding of singular value decomposition (SVD)
  • Knowledge of eigenvalues and eigenvectors
  • Familiarity with Hermitian positive semidefinite matrices
  • Basic linear algebra concepts, including matrix rank
NEXT STEPS
  • Study the properties of Hermitian positive semidefinite matrices
  • Learn about the implications of the singular value decomposition theorem
  • Explore the relationship between eigenvalues and singular values in detail
  • Investigate the concepts of range and corange in linear algebra
USEFUL FOR

Mathematicians, data scientists, and anyone involved in linear algebra or machine learning who seeks to understand the implications of eigenvalues in matrix factorization and dimensionality reduction techniques.

Mindscrape
Messages
1,854
Reaction score
1
I have a couple questions about the singular value decomposition theorem, which states that any mxn matrix A of rank r > 0 can be factored into
[tex]A = U \Sigma V[/tex]
into the product of an mxm matrix U with orthonormal columns, the mxn matrix ∑ with ∑ = diag([tex]\sqrt{\lambda_i}[/tex]), and the nxn matrix V with orthonormal columns.

In case the definition doesn't provide much help, the V has the orthonormalized eigenvectors of (A^T)A, and U has the orthonormalized eigenvectors of A(A^T).

Do the first r columns of U span A, i.e. do the first r columns of U form a basis for the range of A? Similarly, will the first r columns of V form a basis for the corng of A?

Really what I am trying to determine is if C is a 3x3 matrix with eigenvalues of 0, 1, and 2, if the eigenvalues of C^T C can be determined with the eigenvalues of C.
 
Physics news on Phys.org
Actually, I was really certain about the bases for rng and corng.

Mostly what I don't see is the relation between the eigenvalues of C and the eigenvalues of C^T C, because one matrix is a symmetric positive definite matrix, while the other (C) is a general 3x3 matrix.
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 10 ·
Replies
10
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 4 ·
Replies
4
Views
10K
  • · Replies 9 ·
Replies
9
Views
2K
Replies
1
Views
2K
  • · Replies 19 ·
Replies
19
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 18 ·
Replies
18
Views
4K